(Amount in Rs. crore)

For the Week Ended Mar. 9, 2001

For the Week Ended Mar. 16, 2001

Item

Amount

YTM (%PA) Indicative**

Amount

YTM (%PA) Indicative**

Minimum

Maximum

Minimum

Maximum

1

2

3

4

5

6

7

I.

Outright Transactions

1.

Govt. of India Dated Securities

Maturing in the year

2000-01

—

—

—

—

—

—

2001-02

442

8.5499

9.1243

341

8.7152

9.1920

2002-03 $

567

8.8161

9.1173

672

8.7429

9.3265

2003-04

1,560

8.9440

9.2522

1,388

8.9587

9.4112

2004-05

147

9.1662

9.3920

609

9.1479

9.6133

2005-06

450

9.2028

9.4295

506

9.2038

9.7666

2006-09

3,731

9.3963

10.3879

4,639

9.4028

10.7132

2009-10

181

9.9735

10.2311

266

10.0906

10.5647

Beyond 2010

5,419

9.6091

10.9205

4,275

9.8392

11.0376

2.

State Government Securities

15

—

—

42

9.1302

11.1999

3.

Treasury Bills (Residual Maturity in Days)

(a) Upto 14 Days

131

4.9900

7.8784

191

5.0593

8.7243

(b) 15 - 91 Days

494

6.3797

8.2771

610

7.2402

9.4743

(c) 92 - 182 Days

165

8.0280

8.2275

120

7.9783

8.5365

(d) 183 - 364 Days

1,120

8.3071

8.9754

411

8.4767

8.8757

II.

RBI* : Sales

9

23

: Purchase

—

—

III.Repo Transactions £ (Other than with RBI)

Amount

Rates (%PA)

Amount

Rates (%PA)

Minimum

Maximum

Minimum

Maximum

1.

Govt. of India Dated Securities

3,193

6.75 (1)

9.50

(15)

1,635

7.05 (1)

11.00

(15)

2.

State Govt. Securities

—

—

—

—

—

—

3.

14 Day Treasury Bills

—

—

—

—

—

—

4.

91 Day Treasury Bills

—

—

—

—

—

—

5.

182 Day Treasury Bills

125

6.95 (2)

7.15

(3)

40

7.00 (1)

—

6.

364 Day Treasury Bills

633

6.95 (1)

7.50

(7)

340

7.00 (1)

8.50

(3)

IV. RBI : Repo £^

10,550

7.00

—

15,190

7.00

—

: Reverse Repo !

170

7.00

9.00

1,035

7.00

9.00

@ : As reported in Subsidiary General Ledger Accounts at RBI, Mumbai which presently accounts for nearly 98 percent of the total transactions in the country.
$ : While Face Value transacted for 6.00% Capital Indexed Bond 2002 has been included in the amount for the maturity year 2002-03, YTM (% indicative) have not been included in minimum and maximum YTM.
* : RBI's sales and purchases include transactions in other offices also.
£ : Represent the first leg of transactions.
^ : Data relate to Repo auctions under Liquidity Adjustment Facility effective from June 5, 2000.
! : Includes Reverse Repo auctions under Liquidity Adjustment Facility.
** : Minimum and maximum YTMs (% PA) indicative have been given excluding transactions of Non-standard lot size (Less than Rs. 5 crore).
Note:Figures in brackets indicate Repo Period.
Above information can also be directly accessed on Internet at http://www.wss.rbi.org.in Due to rounding off of figures, the constituent items may not add up to the totals
The symbols used in WSS are: .. = Not availabe. — = Nil/Negligible. # = Provisional
Annual subscription for 2001 Weekly Statistical Supplement is Rs. 400.00 (inclusive of postage) in India and US $80 abroad, inclusive of postage by air mail. Price per copy is Rs. 8.00
Registration No. RN 43801/86 Printed and Published by Deba Prasad Rath for the Reserve Bank of India, Mumbai - 400 001.